AXTI Options History — January 2013

In January 2013, AXTI traded between $2.78 and $3.09. ATM implied volatility averaged 52.6%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 17.8% (HV 20d: 34.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.10.

Notable Days

2013-01-09: Highest Volume — 406 contracts
2013-01-03: Largest IV spike — 47.4% change
2013-01-08: Highest IV Rank — 44.9%
2013-01-03: Largest Expected Move — 21.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.92	$2.78	$3.09	$2.95	$2.78
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	52.6%	31.5%	105.9%	49.8%	43.6%
Expected Move	12.3%	9.0%	21.1%	14.3%	12.5%
HV 20d	34.7%	28.9%	37.5%	33.2%	28.9%
HV 60d	46.6%	36.0%	48.1%	47.6%	36.0%
IV Rank	12.6%	0.0%	44.9%	10.6%	7.4%
IV Percentile	25.9%	0.0%	86.5%	23.0%	12.3%
Term Structure	8.9%	-16.0%	25.9%	-14.1%	6.0%
Bid-Ask Spread %	50.59	11.27	107.63	21.03	69.25
Gamma HHI	0.94	0.82	0.97	0.95	0.97
Net GEX	-3.4K	-3.9K	-2.7K	-3.5K	-3.9K
Net DEX	-4.6K	-27.6K	46.0K	23.9K	46.0K
Net VEX	-1.1K	-1.2K	-1.1K	-1.1K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.40	0.00	0.00
Total Volume	26.19	0	406	0	0
Total OI	2,718.905	2,371	2,871	2,371	2,671

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-01-02	$2.95	$2.50	49.8%	14.3%	33.2%	10.6%	0.0%	0.0%	-14.1%	-3.5K	23.9K	-1.1K	0.00	21.03	N/A	N/A	0	0	532	1,839
2013-01-03	$3.00	$2.50	73.5%	21.1%	33.3%	25.1%	0.0%	0.0%	-9.2%	-3.9K	14.7K	-1.1K	0.00	107.63	N/A	N/A	110	0	532	1,839
2013-01-04	$3.09	$2.50	77.5%	10.5%	34.7%	27.5%	0.0%	0.0%	13.5%	-3.7K	-27.4K	-1.1K	0.40	87.27	N/A	N/A	10	4	618	1,839
2013-01-07	$3.05	$2.50	105.0%	11.7%	34.0%	44.3%	0.0%	0.0%	16.6%	-3.5K	-26.5K	-1.1K	0.00	57.25	N/A	N/A	20	0	628	1,843
2013-01-08	$3.00	$2.50	105.9%	11.3%	34.5%	44.9%	0.0%	0.0%	17.4%	-3.7K	-9.6K	-1.1K	0.00	14.34	N/A	N/A	0	0	648	1,843
2013-01-09	$3.02	$2.50	75.0%	12.5%	34.6%	26.0%	0.0%	0.0%	13.6%	-3.3K	-17.9K	-1.1K	0.00	12.71	N/A	N/A	406	0	648	1,843
2013-01-10	$2.99	$2.50	54.1%	15.5%	34.7%	13.2%	0.0%	0.0%	-16.0%	-2.7K	-27.6K	-1.2K	0.00	17.58	N/A	N/A	0	0	1,028	1,843
2013-01-11	$2.90	$2.50	37.2%	10.7%	36.3%	2.9%	0.0%	0.0%	20.6%	-3.3K	-7.6K	-1.2K	0.00	11.27	N/A	N/A	0	0	1,028	1,843
2013-01-14	$2.83	$2.50	46.9%	13.4%	37.2%	8.8%	0.0%	0.0%	-0.0%	-3.2K	11.4K	-1.2K	0.00	60.75	N/A	N/A	0	0	1,028	1,843
2013-01-15	$2.87	$2.50	36.2%	10.4%	37.2%	2.3%	0.0%	0.0%	23.2%	-3.2K	-4.7K	-1.2K	0.00	59.61	N/A	N/A	0	0	1,028	1,843
2013-01-16	$2.90	$2.50	34.8%	10.0%	37.5%	1.4%	0.0%	0.0%	18.9%	-3.2K	-10.8K	-1.2K	0.00	11.96	N/A	N/A	0	0	1,028	1,843
2013-01-17	$2.88	$2.50	31.5%	9.0%	36.4%	0.0%	0.0%	0.0%	25.9%	-3.2K	-12.4K	-1.2K	0.00	14.54	N/A	N/A	0	0	1,028	1,843
2013-01-18	$2.86	$2.50	33.2%	9.5%	36.2%	1.1%	0.0%	0.0%	19.4%	-3.4K	-1.6K	-1.2K	0.00	58.51	N/A	N/A	0	0	1,028	1,843
2013-01-22	$2.93	$2.50	36.8%	10.5%	37.4%	3.2%	0.0%	0.0%	19.9%	-3.7K	-13.6K	-1.1K	0.00	63.11	N/A	N/A	0	0	1,028	1,783
2013-01-23	$2.85	$2.50	37.2%	10.7%	33.3%	3.5%	0.0%	0.0%	14.7%	-3.1K	-6.7K	-1.2K	0.00	62.54	N/A	N/A	0	0	1,028	1,783
2013-01-24	$2.91	$2.50	39.8%	11.4%	34.0%	5.1%	0.0%	0.0%	14.2%	-3.7K	-9.3K	-1.1K	0.00	66.20	N/A	N/A	0	0	1,028	1,783
2013-01-25	$2.90	$2.50	41.3%	11.9%	34.0%	6.0%	0.0%	0.0%	-8.6%	-3.3K	-11.8K	-1.1K	0.00	68.47	N/A	N/A	0	0	1,028	1,783
2013-01-28	$2.83	$2.50	43.0%	12.3%	34.9%	7.0%	0.0%	0.0%	8.9%	-3.3K	4.3K	-1.2K	0.00	66.75	N/A	N/A	0	0	1,028	1,783
2013-01-29	$2.85	$2.50	49.7%	14.2%	33.5%	11.1%	0.0%	0.0%	-11.0%	-3.2K	-11.6K	-1.1K	0.00	65.54	N/A	N/A	0	0	1,028	1,783
2013-01-30	$2.83	$2.50	52.3%	15.0%	33.6%	12.7%	0.0%	0.0%	12.1%	-3.1K	2.3K	-1.1K	0.00	66.15	N/A	N/A	0	0	1,028	1,783
2013-01-31	$2.78	$2.50	43.6%	12.5%	28.9%	7.4%	0.0%	0.0%	6.0%	-3.9K	46.0K	-1.1K	0.00	69.25	N/A	N/A	0	0	888	1,783